Risk analysis for neptunefx

Monthly return
+10.6%
Avg trade length
45.8 hours
Trades per day
6.6
History
814 days
Risk/Reward Ratio
+3.04
Risk of ruin
Projection of the probability of falls in the account balance based on the account's trading history
Size of lossProbability
10% loss22.3%
20% loss5.0%
30% loss1.1%
40% loss0.2%
50% loss0.1%
60% loss0.0%
70% loss0.0%
80% loss0.0%
90% loss0.0%
100% loss0.0%
Balance
Worst day %
-11.2%
Worst week %
-24.8%
Worst month %
-5.6%
Deepest valley
-30.5%
Loss from outset
-.--
Equity (approximate)
Worst day %
-29.7%
Worst week %
-49.1%
Worst month %
-32.3%
Deepest valley
-79.3%
Loss from outset
-.--
Spread of historic returns
Number of losing days/weeks in the trade history
Size of lossDaysWeeks
Worse than 10%42
10% loss00
9% loss11
8% loss41
7% loss20
6% loss12
5% loss41
4% loss62
3% loss114
2% loss299
1% loss10510
Total days/weeks582117
Trade outcome versus duration
Relationship between trade duration and profitability - pips banked, and profit as % of balance on day of trade-open